Pages that link to "Item:Q1799638"
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The following pages link to Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638):
Displayed 6 items.
- Robust equilibrium strategies in a defined benefit pension plan game (Q2172042) (← links)
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
- Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes (Q4986583) (← links)
- Non-zero-sum reinsurance and investment game between two mean-variance insurers under the CEV model (Q5015999) (← links)
- Optimal investment strategy for a family with a random household expenditure under the CEV model (Q5095988) (← links)
- A defined benefit pension plan model with stochastic salary and heterogeneous discounting (Q6163453) (← links)